198 citations · 242 across the 10 of their papers we have counts for
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q-fin.CP2020★ 2 cited
The Deep Parametric PDE Method: Application to Option Pricing
Kathrin Glau, Linus Wunderlich
We propose the deep parametric PDE method to solve high-dimensional parametric partial differential equations. A single neural network approximates the solution of a whole family o…
cs.LG2020
Forecasting the Olympic medal distribution during a pandemic: a socio-economic machine learning model
Christoph Schlembach, Sascha L. Schmidt, Dominik Schreyer +1
Forecasting the number of Olympic medals for each nation is highly relevant for different stakeholders: Ex ante, sports betting companies can determine the odds while sponsors and…